User Vishal Belsare - Quantitative Finance Stack Exchange

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	432 reputation	bio	website		visits	member for	2 years, 3 months
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Mass Market Data Source

data market-data

may 23 '11 at 23:08 Gravitas 627

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4

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475

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Use Trades as Input for PerformanceAnalytics

r performanceanalytics

jul 27 '11 at 13:28 Brian G. Peterson 293

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4

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2

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396

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How to make the final Interpretation of PCA?

statistics pca

nov 26 at 16:36 SRKX♦ 4,729

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3

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1

kviews

Longstaff Schwartz method

option-pricing

jan 8 at 11:02 matteot 16

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1

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263

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Is there any measure that is a non-trivial combination of VWAP and TWAP?

time-series trading volume

apr 15 '12 at 10:55 lehalle 1,713

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3

answers

728

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What are some of the major quantitative approaches to tactical asset allocation?

research asset-allocation tactical-asset-allocation

jun 12 '12 at 18:58 Quant Guy 7,531

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1

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299

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Linear regression and assets direction prediction

time-series regression variance

dec 20 '11 at 15:17 Tal Fishman 6,740

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3

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600

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How to normalize Futures data(different leverage) for cointegration test?

time-series futures cointegration

oct 28 '11 at 3:25 Shane 5,098

3

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2

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321

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Entry and exit points for very short mean-reverting timeseries

time-series cointegration mean-reversion tick-data

apr 25 '12 at 22:08 babelproofreader 1,077

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3

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1

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461

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Risk-Parity Portfolio Optimization using Extreme Optimization in C#

programming portfolio-management portfolio-selection

sep 12 at 3:35 Community♦ 1

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2

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309

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How to create a Stochastic Process through pre specified points?

stochastic-processes

oct 31 at 23:50 William S. Wong 310

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1

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380

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Michaud's Resampled Efficient Frontier - Out of Sample Simulation Testing

portfolio-management modern-portfolio-theory simulations portfolio mean-variance

oct 3 at 6:51 Community♦ 1

4

3

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2

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358

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When gains are made: Overnight or during trading hours? What is the connection to volatility?

volatility returns risk-premium anomalies

nov 20 at 21:33 itzy 151

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3

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1

answer

178

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Rank Correlation Based Prediction

correlation learning machine spearman kendall

nov 6 at 18:53 Quant Guy 7,531

3

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1

answer

361

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How does “time segmented volume” differ from on-balance volume?

technicals indicator

jan 20 '12 at 5:01 JonnyBoats 196

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0

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181

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Is there a standard method of scaling alpha forecasts to t-cost estimates?

portfolio-management optimization

apr 21 '12 at 2:59 michaelv2 141

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2

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605

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Covariance for arbitrarily large portfolios

risk var variance programming covariance

mar 25 '11 at 15:36 Dirk Eddelbuettel 3,098

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1

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200

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What is a cubature scheme?

numerical-methods

feb 9 '11 at 22:03 olaker♦ 2,303

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3

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2

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10

kviews

How to calculate unsystematic risk?

risk risk-management risk-models risk-premium

jun 21 '12 at 18:23 chrisaycock♦ 5,260

3

votes

1

answer

559

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What is a persistent variable?

regression

apr 19 '11 at 14:56 user40 829

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3

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0

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220

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How to balance two Forex crosses correctly to do a linear regression?

r fx regression

dec 3 '11 at 10:12 Dail 204

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3

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0

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116

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What is the relation between return volatility and return rank volatility, and how can I control the latter?

volatility implied-volatility distribution

dec 29 '11 at 19:17 Elliot Jans 151

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3

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1

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759

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How do I backtest a convertible bond arbitrage strategy in R/Matlab?

data backtesting r convertible-bond

aug 7 '11 at 12:53 Tal Fishman 6,740

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1

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217

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Unsystematic and systematic risk of a portfolio

beta mean-variance capm

sep 18 at 21:09 John 1,626

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94

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Combining covariances?

correlation covariance variance factor-models factor-loading

oct 5 at 13:57 Phil H 768

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2

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268

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How to calculate cumulative loss from two factors that have negative correlation?

correlation

feb 11 '12 at 9:02 Suminda Sirinath Salpitikorala 369

2

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1

answer

560

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How to fit ARMA+GARCH Model In R?

time-series statistics r

jan 9 at 7:09 Jase 383

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2

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1

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166

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Average beta of index consitutents w.r.t. the index is 0.60

time-series beta index capm market-model

sep 29 at 10:16 Community♦ 1

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2

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107

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Proxy for risk in portfolio theory when return can take only two values

risk-models modern-portfolio-theory portfolio-selection

jul 1 at 8:44 lehalle 1,713

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2

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1

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238

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Is there a measure for the 'degree' of cointegration

time-series cointegration

jan 31 '12 at 13:26 strimp099 996

Vishal Belsare

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